Selection of tuning parameters in bridge regression models via Bayesian information criterion
From MaRDI portal
Publication:465645
DOI10.1007/s00362-013-0561-7zbMath1297.62152arXiv1203.4326MaRDI QIDQ465645
Publication date: 24 October 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4326
Related Items
Deterministic bridge regression for compressive classification, Degrees of freedom for regularized regression with Huber loss and linear constraints, The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach, Penalized MM regression estimation withLγpenalty: a robust version of bridge regression
Cites Work
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- A unified approach to model selection and sparse recovery using regularized least squares
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Statistics for high-dimensional data. Methods, theory and applications.
- Penalized estimation in additive varying coefficient models using grouped regularization
- Erratum to: ``Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- One-step sparse estimates in nonconcave penalized likelihood models
- Support vector machines with adaptive \(L_q\) penalty
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating the dimension of a model
- Bootstrapping log likelihood and EIC, an extension of AIC
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Asymptotics for Lasso-type estimators.
- Bridge regression: adaptivity and group selection
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- A group bridge approach for variable selection
- Accurate Approximations for Posterior Moments and Marginal Densities
- Regression and time series model selection in small samples
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- A Statistical View of Some Chemometrics Regression Tools
- The Bayesian Bridge
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Bayesian information criteria and smoothing parameter selection in radial basis function networks
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A new look at the statistical model identification